+409.2%
P vs PCOR
-10.0%
+419.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | 0.0% | -16.4% | -16.4% |
| 7D | -31.9% | +23.7% | -55.6% | -37.5% |
| 30D | -36.5% | +39.0% | -75.5% | -44.4% |
| 3M | +11.6% | +35.8% | -24.2% | -2.5% |
| 6M | +25.2% | +38.2% | -13.0% | +7.0% |
| YTD | +39.4% | +3.9% | +35.5% | +30.8% |
| 1Y | -3.7% | +5.7% | -9.4% | -10.9% |
| 3Y | +167.3% | +44.8% | +122.5% | +116.4% |
| 5Y | +237.3% | -19.8% | +257.1% | +194.2% |
| All | +409.2% | -10.0% | +419.2% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling